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Data X:
-40844.25096 -39642.2792 -40387.28856 -39569.2418 -40148.79021 -39863.32829 -39214.02298 -37998.98205 -39201.05258 -41419.06871 -41419.37972 -38973.17654 -40015.01316 -39956.46282 -40836.73284 -40532.39319 -40936.02655 -42877.16523 -41299.49653 -40972.33476 -43876.26117 -46313.92341 -45101.62748 -48202.16992 -46874.10431 -46249.28511 -45528.49008 -45286.43675 -45660.00557 -45845.88583 -45957.86748 -45918.29858 -45496.07747 -45592.84717 -47339.05301 -47647.49435 -49806.96381 -48474.33669 -48058.90168 -46661.75709 -46475.99397 -46566.04365 -45282.92189 -40623.09239 -40500.54352 -45587.72861 -44493.85864 -42024.80743 -41966.23753 -41389.86007 -37635.1674 -37887.51141 -43418.43387 -45233.15894 -46915.80807 -48156.89717 -46639.67061 -47716.72199 -40342.78154
Data Y:
-1.069110747 -0.224600155 -0.519176561 -0.443841916 -0.891681921 -1.156458458 -1.006923284 -0.875826413 -0.540297967 0.171800008 0.591873748 0.389981437 0.673187551 1.247849664 0.778924303 0.678994652 0.484846026 -0.005963015 -0.059886436 0.354323765 -0.043744137 -2.324150774 -0.742260114 -0.928757841 0.452743329 0.698858699 1.179755043 1.546243351 -0.10570001 -0.32691026 0.362464223 0.651949789 0.551157845 0.446572065 0.494726378 0.755766464 1.09262198 0.863112479 0.364138006 0.637611953 0.988913294 -0.167260062 -0.154025582 -0.096528058 -0.45853115 -1.333579753 0.209242602 0.691360013 0.845796569 0.714135402 1.718736881 1.594872844 -2.013866339 -1.988010127 -1.266473304 -0.471055044 -0.459380319 -0.626904673 -1.931655944
Sample Range:
(leave blank to include all observations)
From:
To:
bandwidth of density plot
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# lags (autocorrelation function)
(?)
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Chart options
Label y-axis:
Label x-axis:
R Code
par1 <- as.numeric(par1) par2 <- as.numeric(par2) x <- as.ts(x) y <- as.ts(y) mylm <- lm(y~x) cbind(mylm$resid) library(lattice) bitmap(file='pic1.png') plot(y,type='l',main='Run Sequence Plot of Y[t]',xlab='time or index',ylab='value') grid() dev.off() bitmap(file='pic1a.png') plot(x,type='l',main='Run Sequence Plot of X[t]',xlab='time or index',ylab='value') grid() dev.off() bitmap(file='pic1b.png') plot(x,y,main='Scatter Plot',xlab='X[t]',ylab='Y[t]') grid() dev.off() bitmap(file='pic1c.png') plot(mylm$resid,type='l',main='Run Sequence Plot of e[t]',xlab='time or index',ylab='value') grid() dev.off() bitmap(file='pic2.png') hist(mylm$resid,main='Histogram of e[t]') dev.off() bitmap(file='pic3.png') if (par1 > 0) { densityplot(~mylm$resid,col='black',main=paste('Density Plot of e[t] bw = ',par1),bw=par1) } else { densityplot(~mylm$resid,col='black',main='Density Plot of e[t]') } dev.off() bitmap(file='pic4.png') qqnorm(mylm$resid,main='QQ plot of e[t]') qqline(mylm$resid) grid() dev.off() if (par2 > 0) { bitmap(file='pic5.png') acf(mylm$resid,lag.max=par2,main='Residual Autocorrelation Function') grid() dev.off() } summary(x) load(file='createtable') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Model: Y[t] = c + b X[t] + e[t]',2,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'c',1,TRUE) a<-table.element(a,mylm$coeff[[1]]) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'b',1,TRUE) a<-table.element(a,mylm$coeff[[2]]) a<-table.row.end(a) a<-table.end(a) table.save(a,file='mytable.tab') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Descriptive Statistics about e[t]',2,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'# observations',header=TRUE) a<-table.element(a,length(mylm$resid)) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'minimum',header=TRUE) a<-table.element(a,min(mylm$resid)) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'Q1',header=TRUE) a<-table.element(a,quantile(mylm$resid,0.25)) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'median',header=TRUE) a<-table.element(a,median(mylm$resid)) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'mean',header=TRUE) a<-table.element(a,mean(mylm$resid)) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'Q3',header=TRUE) a<-table.element(a,quantile(mylm$resid,0.75)) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'maximum',header=TRUE) a<-table.element(a,max(mylm$resid)) a<-table.row.end(a) a<-table.end(a) table.save(a,file='mytable.tab')
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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